how to use LABEL option in Enterprise Guide?

shiyiming

options label;
proc sql;
create table aa as select name label='first name' from sashelp.class;
quit;

I tried to show the label of name as [u:15u8layu][b:15u8layu]'first name' [/b:15u8layu][/u:15u8layu]in the final data 'aa' by the code above within Enterprise Guide(EG), however, failed.
Really surprised since EG is the same as SAS from my initial thought. Anyway, anyone can help the LABEL option in EG.
(I knew couple ways to get 'first name', but my question is only limited on OPTIONS--how to use SAS options to get it done)

thanks a lot!